NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 16-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
Open |
4.753 |
4.800 |
0.047 |
1.0% |
4.820 |
High |
4.825 |
4.885 |
0.060 |
1.2% |
4.827 |
Low |
4.733 |
4.755 |
0.022 |
0.5% |
4.679 |
Close |
4.808 |
4.871 |
0.063 |
1.3% |
4.808 |
Range |
0.092 |
0.130 |
0.038 |
41.3% |
0.148 |
ATR |
0.107 |
0.109 |
0.002 |
1.5% |
0.000 |
Volume |
5,433 |
4,915 |
-518 |
-9.5% |
32,419 |
|
Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.227 |
5.179 |
4.943 |
|
R3 |
5.097 |
5.049 |
4.907 |
|
R2 |
4.967 |
4.967 |
4.895 |
|
R1 |
4.919 |
4.919 |
4.883 |
4.943 |
PP |
4.837 |
4.837 |
4.837 |
4.849 |
S1 |
4.789 |
4.789 |
4.859 |
4.813 |
S2 |
4.707 |
4.707 |
4.847 |
|
S3 |
4.577 |
4.659 |
4.835 |
|
S4 |
4.447 |
4.529 |
4.800 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.215 |
5.160 |
4.889 |
|
R3 |
5.067 |
5.012 |
4.849 |
|
R2 |
4.919 |
4.919 |
4.835 |
|
R1 |
4.864 |
4.864 |
4.822 |
4.818 |
PP |
4.771 |
4.771 |
4.771 |
4.748 |
S1 |
4.716 |
4.716 |
4.794 |
4.670 |
S2 |
4.623 |
4.623 |
4.781 |
|
S3 |
4.475 |
4.568 |
4.767 |
|
S4 |
4.327 |
4.420 |
4.727 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.885 |
4.679 |
0.206 |
4.2% |
0.104 |
2.1% |
93% |
True |
False |
6,142 |
10 |
5.215 |
4.679 |
0.536 |
11.0% |
0.118 |
2.4% |
36% |
False |
False |
7,499 |
20 |
5.215 |
4.679 |
0.536 |
11.0% |
0.108 |
2.2% |
36% |
False |
False |
6,497 |
40 |
5.215 |
4.679 |
0.536 |
11.0% |
0.105 |
2.2% |
36% |
False |
False |
5,854 |
60 |
5.215 |
4.511 |
0.704 |
14.5% |
0.104 |
2.1% |
51% |
False |
False |
4,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.438 |
2.618 |
5.225 |
1.618 |
5.095 |
1.000 |
5.015 |
0.618 |
4.965 |
HIGH |
4.885 |
0.618 |
4.835 |
0.500 |
4.820 |
0.382 |
4.805 |
LOW |
4.755 |
0.618 |
4.675 |
1.000 |
4.625 |
1.618 |
4.545 |
2.618 |
4.415 |
4.250 |
4.203 |
|
|
Fisher Pivots for day following 16-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4.854 |
4.841 |
PP |
4.837 |
4.812 |
S1 |
4.820 |
4.782 |
|